+634.9%
HLT vs BIIB
-21.9%
+656.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -5.0% | +4.0% | -9.0% | -5.5% |
| 3M | -10.4% | +8.6% | -19.0% | -11.6% |
| 6M | +3.2% | +14.0% | -10.8% | +0.9% |
| YTD | +6.7% | +23.4% | -16.6% | +3.1% |
| 1Y | +10.3% | +45.9% | -35.6% | +3.9% |
| 3Y | +99.3% | -16.1% | +115.5% | +100.2% |
| 5Y | +143.7% | -27.6% | +171.3% | +145.2% |
| 10Y | +584.7% | -26.7% | +611.4% | +539.0% |
| All | +634.9% | -21.9% | +656.9% | +567.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling